Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-18 646.872344 662.537168 677.947128 694.242925 710.981610 727.669443 745.560384
2026-01-25 627.107695 650.143619 673.111669 697.729363 723.366680 749.277863 777.445148
2026-02-01 612.615913 640.834814 669.251457 700.014358 732.380562 765.427037 801.724840
2026-02-08 601.274166 633.649426 666.520847 702.402094 740.475671 779.680465 823.116540
2026-02-15 590.905727 626.749517 663.404144 703.704827 746.786585 791.478720 841.371282
2026-02-22 582.031861 620.917340 660.938901 705.227942 752.890966 802.667614 858.618373
2026-03-01 573.614582 615.175369 658.202237 706.100502 757.964376 812.461619 874.105238
2026-03-08 565.253267 609.169965 654.883178 706.052231 761.773013 820.657366 887.654023
2026-03-15 558.915800 605.105112 653.429779 707.802417 767.329328 830.574880 902.932309
2026-03-22 551.788020 599.957903 650.596334 707.849595 770.846118 838.117337 915.482149
2026-03-29 546.640959 596.802337 649.775818 709.947892 776.475470 847.862489 930.371825
2026-04-05 542.547226 594.660323 649.936210 713.003580 783.054989 858.573913 946.279183
2026-04-12 537.786301 591.673927 649.073621 714.846044 788.228710 867.695792 960.416521
2026-04-19 534.558070 590.280435 649.877691 718.453518 795.296311 878.875490 976.836669
2026-04-26 530.663415 588.038537 649.644360 720.815270 800.898431 888.369099 991.338737
2026-05-03 527.054488 586.021205 649.576121 723.283154 806.554674 897.879167 1005.840429
2026-05-10 522.857226 583.250839 648.581119 724.629629 810.880472 905.844825 1018.567588
2026-05-17 519.002065 580.782867 647.850356 726.203899 815.404909 913.993748 1031.484376
2026-05-24 514.857352 577.907501 646.587299 727.105772 819.107028 921.168466 1043.266999
2026-05-31 510.235229 574.411574 644.549359 727.055878 821.662673 926.992033 1053.471548
2026-06-07 507.009064 572.441950 644.186234 728.864873 826.302051 935.168196 1066.378544
2026-06-14 502.749793 569.224057 642.339040 728.913637 828.868498 940.930717 1076.475926
2026-06-21 500.009309 567.694529 642.373305 731.082464 833.844981 949.447777 1089.772784